+848.2%
THC vs ALC
+32.2%
+816.0%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.8% |
| 7D | +7.5% | +2.1% | +5.4% | +6.3% |
| 30D | +9.6% | +17.2% | -7.6% | -0.7% |
| 3M | +10.3% | +4.6% | +5.6% | +6.8% |
| 6M | +51.8% | +20.1% | +31.7% | +34.4% |
| YTD | +45.4% | -4.2% | +49.6% | +45.6% |
| 1Y | +40.8% | +2.1% | +38.7% | +34.6% |
| 3Y | +448.8% | +4.5% | +444.3% | +386.7% |
| 5Y | +263.4% | -12.3% | +275.7% | +263.3% |
| All | +848.2% | +32.2% | +816.0% | +560.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling